Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,416.25 |
4,439.75 |
23.50 |
0.5% |
4,373.50 |
High |
4,445.00 |
4,449.25 |
4.25 |
0.1% |
4,445.00 |
Low |
4,396.00 |
4,429.75 |
33.75 |
0.8% |
4,364.50 |
Close |
4,438.00 |
4,444.50 |
6.50 |
0.1% |
4,438.00 |
Range |
49.00 |
19.50 |
-29.50 |
-60.2% |
80.50 |
ATR |
59.38 |
56.53 |
-2.85 |
-4.8% |
0.00 |
Volume |
235,154 |
133,132 |
-102,022 |
-43.4% |
744,475 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,499.75 |
4,491.50 |
4,455.25 |
|
R3 |
4,480.25 |
4,472.00 |
4,449.75 |
|
R2 |
4,460.75 |
4,460.75 |
4,448.00 |
|
R1 |
4,452.50 |
4,452.50 |
4,446.25 |
4,456.50 |
PP |
4,441.25 |
4,441.25 |
4,441.25 |
4,443.25 |
S1 |
4,433.00 |
4,433.00 |
4,442.75 |
4,437.00 |
S2 |
4,421.75 |
4,421.75 |
4,441.00 |
|
S3 |
4,402.25 |
4,413.50 |
4,439.25 |
|
S4 |
4,382.75 |
4,394.00 |
4,433.75 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,657.25 |
4,628.25 |
4,482.25 |
|
R3 |
4,576.75 |
4,547.75 |
4,460.25 |
|
R2 |
4,496.25 |
4,496.25 |
4,452.75 |
|
R1 |
4,467.25 |
4,467.25 |
4,445.50 |
4,481.75 |
PP |
4,415.75 |
4,415.75 |
4,415.75 |
4,423.00 |
S1 |
4,386.75 |
4,386.75 |
4,430.50 |
4,401.25 |
S2 |
4,335.25 |
4,335.25 |
4,423.25 |
|
S3 |
4,254.75 |
4,306.25 |
4,415.75 |
|
S4 |
4,174.25 |
4,225.75 |
4,393.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,449.25 |
4,364.50 |
84.75 |
1.9% |
30.75 |
0.7% |
94% |
True |
False |
175,521 |
10 |
4,449.25 |
4,201.50 |
247.75 |
5.6% |
41.00 |
0.9% |
98% |
True |
False |
191,839 |
20 |
4,449.25 |
4,085.50 |
363.75 |
8.2% |
61.25 |
1.4% |
99% |
True |
False |
244,886 |
40 |
4,449.25 |
4,041.50 |
407.75 |
9.2% |
66.25 |
1.5% |
99% |
True |
False |
264,457 |
60 |
4,449.25 |
4,041.50 |
407.75 |
9.2% |
63.75 |
1.4% |
99% |
True |
False |
231,307 |
80 |
4,449.25 |
4,031.50 |
417.75 |
9.4% |
57.75 |
1.3% |
99% |
True |
False |
173,612 |
100 |
4,449.25 |
3,687.00 |
762.25 |
17.2% |
61.25 |
1.4% |
99% |
True |
False |
138,949 |
120 |
4,449.25 |
3,687.00 |
762.25 |
17.2% |
57.25 |
1.3% |
99% |
True |
False |
115,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,532.00 |
2.618 |
4,500.25 |
1.618 |
4,480.75 |
1.000 |
4,468.75 |
0.618 |
4,461.25 |
HIGH |
4,449.25 |
0.618 |
4,441.75 |
0.500 |
4,439.50 |
0.382 |
4,437.25 |
LOW |
4,429.75 |
0.618 |
4,417.75 |
1.000 |
4,410.25 |
1.618 |
4,398.25 |
2.618 |
4,378.75 |
4.250 |
4,347.00 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,442.75 |
4,434.00 |
PP |
4,441.25 |
4,423.25 |
S1 |
4,439.50 |
4,412.50 |
|